The initial answer to the question, What triggers DR200 and DR400 in Auto DR400? is:

Just like any application of DR above 100, you need a high contrast scene and/or highlights which will expose at or above +0.5EV to trigger either DR200 or DR400.

You also need Auto ISO400 to make it easy. I was surprised at how well Auto ISO400 with Auto DR400 works.

If you don't have highlights which will expose at or above +0.5EV, the DR200 or DR400 function will not be triggered.

Here are examples, from the railway station again.

This is DR100, somewhat before DR200 is triggered:

As I pan to the right the amount of shade increases - this is the point just before the camera goes up one step (doubles) the ISO and thus selects DR200:

Pan just a fraction more to the right and the ISO doubles, which consequently triggers DR200. At DR100 the shutter speed would have dropped to 1/320.

Note that these changes in shutter speed occur because the light meter (set on Average) is setting itself for a darker image. This also lifts the lowlights and triggers a call for DR200 as the highlights increase their level above 0EV (or at or above +0.5EV). To get DR200 the ISO has to double, which calls for half the shutter speed duration as before:

As we continue to pan to the right the amount of shadow increases, so the light meter calls for a slower shutter speed (still well above the limit of 1/125 which can be manually set as the Auto ISO changeover point).

This is just before DR400 is triggered to cope with the increasing highlight level at or above +0.5EV, brought about by the slower shutter speed:

Note that the shutter speed, normalised to DR100, would be 1/250.

Now we pan just a fraction further to the right to invoke another ISO shift as DR400 is selected, to avoid clipping the DR200 image as the brightness (highlights) go even higher again.

Here is DR400 - note the shutter speed, normalised to DR100, would be 1/200:

Looking at the shutter speeds we can see that each step in DR is invoked as we pass through 1EV of exposure in 1/3 steps.

Or looking at it another way, as we increase the amount of shadow, the light metering triggers longer exposures and eventually an increase in DR adjustment to cope with the increased highlights which occur simultaneously.

Remember that DR in EXR cameras is software induced, like the examples above, when shooting in L size, or when ISO is higher than DR in M size.

Note, too, that as DR and ISO increase, the overall "brightness of the image increases. However, if we were to lift the DR100 image so that the shadows were at the same level as in the DR400 image, then the noise in both images is exactly the same.

There is therefore no noise penalty in using DR400, but there is actually a loss of dynamic range as you increase ISO.